library(tseries)
library(tidyverse)
Series 1
Exercice 1.1 - backward differencing
set.seed(22)
# Apply backward differencing on a timeseries created by the following model:
# create timeseries object
t <- seq(1, 100, length = 100)
data <- 2 * t + 0.5 + runif(100, -5, 5)
ts <- ts(data)
# backward differencing
ts_diff <- diff(ts)
# compare lengths of arrays with
print("length difference:")
[1] "length difference:"
(length_diff <- length(ts) - length(ts_diff))
[1] 1
# adf.test(ts) # be careful!
plot(ts)

plot(ts_diff)

Exercice 1.2 - remove linear trend
# create reusable function
generate_and_plot_ts <- function(model) {
set.seed(22)
t <- seq(1, 100, length = 100)
data <- model
ts <- ts(data)
# backward differencing
ts_diff <- diff(ts)
plot(ts)
plot(ts_diff)
}
generate_and_plot_ts(0.5*t + 1 + runif(100, -1, 1))


Exercice 1.3
(p2 <- plot_ly(x = ~d_diff_index, y = ~d_diff, mode = 'lines'))
No trace type specified:
Based on info supplied, a 'scatter' trace seems appropriate.
Read more about this trace type -> https://plot.ly/r/reference/#scatter
No trace type specified:
Based on info supplied, a 'scatter' trace seems appropriate.
Read more about this trace type -> https://plot.ly/r/reference/#scatter
Exercice 1.4
# hier weiter
Exercice 1.5
Exercice 1.6
Exercice 1.7
Exercice 1.8
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